We weren't sure if the attacking player's Shock could be applied directly to a blocking creature, or if the attacking player has to use Shock on the opponent and then the opponent can decide how to handle that damage (ie take the hit or assign a creature to take it).

Shock works the way the card says it does: The caster targets either a player or a creature. The targetted player or the targetted creature's controller has no say whatsoever how damage is handled, in or out of combat.

If you want to "Attack", then you can either attack a player or a planeswalker; only you can make that decision. The player (or controller of planeswalker) can opt to use creatures to block your attacks. You can not "Attack" his creatures; but if he uses creatures to block, you will end up dealing combat damage to those creatures.

If you are using a spell or ability to Target, you can (depending on the spell/ability) Target either a creature or player or planeswalker. In general, your opponent has no control or influence on this.If you use Shock to target a player, that player cannot choose for the damage to instead apply to a creature or planeswalker. You can, however, redirect the damage from the player to a planeswalker if you so choose.If you use Shock to target a creature, your opponent can't just take the damage himself, nor can he have a different creature take the damage.

Please note: As with most things in Magic, there are spells, cards, abilities, etc that will modify the above. Sometimes drastically.